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This article is cited in 1 scientific paper (total in 1 paper)
A characterization of Gaussian measures on locally compact Abelian groups
B. L. S. Prakasa Rao Indian Statistics Institute
Abstract:
Let $\xi$ and $\eta$ be independent random variables having equal variance. In order that $\xi+\eta$ and $\xi-\eta$ be independent, it is necessary and sufficient that $\xi$ and $\eta$ have normal distributions. This result of Bernshtein [1] is carried over in [7] to the case when $\xi$ and $\eta$ take values in a locally compact Abelian group. In the present note, a characterization of Gaussian measures on locally compact Abelian groups is given in which in place of $\xi+\eta$ and $\xi-\eta$, functions of $\xi$ and $\eta$ are considered which satisfy the associativity equation.
Received: 06.06.1977
Citation:
B. L. S. Prakasa Rao, “A characterization of Gaussian measures on locally compact Abelian groups”, Mat. Zametki, 22:5 (1977), 759–762; Math. Notes, 22:5 (1977), 914–916
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https://www.mathnet.ru/eng/mzm8097 https://www.mathnet.ru/eng/mzm/v22/i5/p759
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Abstract page: | 197 | Full-text PDF : | 70 | First page: | 1 |
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